CME British Pound Future June 2011

Trading Metrics calculated at close of trading on 06-Jan-2011

Day Change Summary
	Previous	Current
	05-Jan-2011	06-Jan-2011	Change	Change %	Previous Week
Open	1.5566	1.5489	-0.0077	-0.5%	1.5410
High	1.5577	1.5523	-0.0054	-0.3%	1.5642
Low	1.5435	1.5430	-0.0005	0.0%	1.5355
Close	1.5469	1.5445	-0.0024	-0.2%	1.5566
Range	0.0142	0.0093	-0.0049	-34.5%	0.0287
ATR	0.0106	0.0105	-0.0001	-0.9%	0.0000
Volume	131	36	-95	-72.5%	180

Daily Pivots for day following 06-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.5745	1.5688	1.5496
R3	1.5652	1.5595	1.5471
R2	1.5559	1.5559	1.5462
R1	1.5502	1.5502	1.5454	1.5484
PP	1.5466	1.5466	1.5466	1.5457
S1	1.5409	1.5409	1.5436	1.5391
S2	1.5373	1.5373	1.5428
S3	1.5280	1.5316	1.5419
S4	1.5187	1.5223	1.5394

Weekly Pivots for week ending 31-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.6382	1.6261	1.5724
R3	1.6095	1.5974	1.5645
R2	1.5808	1.5808	1.5619
R1	1.5687	1.5687	1.5592	1.5748
PP	1.5521	1.5521	1.5521	1.5551
S1	1.5400	1.5400	1.5540	1.5461
S2	1.5234	1.5234	1.5513
S3	1.4947	1.5113	1.5487
S4	1.4660	1.4826	1.5408

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5642	1.5416	0.0226	1.5%	0.0149	1.0%	13%	False	False	93
10	1.5642	1.5350	0.0292	1.9%	0.0109	0.7%	33%	False	False	64
20	1.5852	1.5337	0.0515	3.3%	0.0094	0.6%	21%	False	False	40

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.5918
2.618	1.5766
1.618	1.5673
1.000	1.5616
0.618	1.5580
HIGH	1.5523
0.618	1.5487
0.500	1.5477
0.382	1.5466
LOW	1.5430
0.618	1.5373
1.000	1.5337
1.618	1.5280
2.618	1.5187
4.250	1.5035

Fisher Pivots for day following 06-Jan-2011
Pivot	1 day	3 day
R1	1.5477	1.5520
PP	1.5466	1.5495
S1	1.5456	1.5470

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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